Blender game engine, no shading?

Hey guys, when I hit play in the blender game engine, my models lose their shading, textures, and just become very basic colored objects. I tried switching the shading under "display" to GLSL but that hasn't really helped.

Edit: Do I have to use UV mapping for all blender game engine texture and shading?

Edit: I resolved the shading issue which was due to a default UV map a lot of my objects came with when I imported them, the texture is the only issue. I'm guessing if you want "textures" you'll need to project them on objects with UV maps?

I believe so. I had a book that had a chapter on the game engine and I had to bake everything to a UV texture for each and every object. I don't remember if it explicitly said that the process was required, but I just assumed you do and/or the it is the standard when it comes to making games. I don't know much beyond that.